JP Morgan Put 330 AMGN 16.08.2024
/ DE000JK2YW23
JP Morgan Put 330 AMGN 16.08.2024/ DE000JK2YW23 /
| 2024-06-05 9:00:55 AM |
Chg.-0.04 |
Bid12:45:03 PM |
Ask12:45:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-1.66% |
2.21
Bid Size: 7,500 |
2.25
Ask Size: 7,500 |
Amgen Inc |
330.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK2YW2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
2.08 |
| Time value: |
0.36 |
| Break-even: |
278.86 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.67% |
| Delta: |
-0.70 |
| Theta: |
-0.05 |
| Omega: |
-8.05 |
| Rho: |
-0.44 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.00% |
| 1 Month |
|
|
+1.72% |
| 3 Months |
|
|
-49.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.41 |
| 1M High / 1M Low: |
3.26 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
